Sequential Source Coding: An optimization viewpoint

Vivek S. Borkar, Sanjoy K. Mitter, Anant Sahai, Sekhar Tatikonda

Abstract: The problem of sequential source coding is to minimize the average entropy rate subject to a constraint on the average distortion and a causality constraint on codewords. This is cast as an optimization problem on an appropriate convex set of probability measures. Existence and properties of optimal sequential codes are explored. A sequential rate distortion theorem is proved and a construction given to show that in general, a "causality gap" exists.